deribit_basis_zscore_fear_gated_long_v20 · strategy

150

closed trades

41%

win rate

-555.82

total pnl ($)

0.250

weight

7d window — n=35 wr=34% pnl=-158.32 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 09:46	BTC	Buy	60399→60338	-0.98	timeout
06-28 08:38	BTC	Buy	60365→60392	-0.24	timeout
06-28 07:24	BTC	Buy	60393→60106	-2.86	timeout
06-27 20:52	BTC	Buy	59745→60259	+3.92	timeout
06-27 19:43	BTC	Buy	59921→60152	+1.53	timeout
06-27 06:13	BTC	Buy	59707→60082	+2.63	timeout
06-27 02:37	BTC	Buy	58856.9→60222	+11.15	timeout
06-26 19:49	BTC	Buy	59187→59841	+4.99	timeout
06-26 16:48	BTC	Buy	59299→60062	+5.88	timeout
06-26 15:19	BTC	Buy	59325→59930	+4.56	timeout
06-26 02:13	BTC	Buy	60146→58651.7	-12.86	stop_loss
06-25 13:58	BTC	Buy	59608→58142	-12.66	stop_loss
06-25 13:53	BTC	Buy	60356→58871.6	-12.64	stop_loss
06-25 13:53	BTC	Buy	60399→58913.6	-12.64	stop_loss
06-25 13:49	BTC	Buy	60735→59241.4	-12.66	stop_loss
06-25 13:48	BTC	Buy	61007.1→59506.3	-12.67	stop_loss
06-24 17:20	BTC	Buy	60940→59429.3	-12.83	stop_loss
06-24 16:51	BTC	Buy	61205.1→59699.1	-12.73	stop_loss
06-24 16:46	BTC	Buy	61616.1→60100.9	-12.72	stop_loss
06-24 13:48	BTC	Buy	62784.1→61240.3	-12.74	stop_loss
06-24 11:12	BTC	Buy	62348.1→62376.9	-0.21	timeout
06-24 10:08	BTC	Buy	62443.1→62608.9	+0.87	timeout
06-24 09:26	BTC	Buy	62453.1→62687.9	+1.43	timeout
06-24 08:51	BTC	Buy	62320.1→62730.9	+2.84	timeout
06-24 08:11	BTC	Buy	62827.1→62602.9	-2.26	timeout
06-23 08:17	BTC	Buy	63937.2→62363.7	-12.70	stop_loss
06-23 08:17	BTC	Buy	63987.2→62399.7	-12.79	stop_loss
06-23 06:21	BTC	Buy	64153.2→62565.6	-12.67	stop_loss
06-23 05:22	BTC	Buy	65085.3→63485.1	-12.78	stop_loss
06-23 05:19	BTC	Buy	65097.3→63496.1	-12.79	stop_loss
06-22 10:31	BTC	Buy	64275.2→64126.8	-1.75	timeout
06-22 09:25	BTC	Buy	64025.2→64112.8	+0.08	timeout
06-22 08:21	BTC	Buy	64031.2→64294.8	+1.50	timeout
06-22 07:23	BTC	Buy	64198.2→64232.8	-0.28	timeout
06-22 06:11	BTC	Buy	64180.2→64214.8	-0.26	timeout
06-21 07:29	BTC	Buy	63769.2→64138.8	+2.35	timeout
06-21 06:15	BTC	Buy	63619.2→64171.8	+3.75	timeout
06-21 05:02	BTC	Buy	63543.2→64266.8	+5.25	timeout
06-21 03:56	BTC	Buy	63410.2→64398.8	+7.34	timeout
06-21 02:05	BTC	Buy	63480.2→64225.8	+5.44	timeout
06-20 02:42	BTC	Buy	62909.1→63329.8	+2.91	timeout
06-20 01:38	BTC	Buy	62891.1→63561.8	+4.89	timeout
06-20 00:32	BTC	Buy	63013.2→63596.8	+4.18	timeout
06-19 21:27	BTC	Buy	62923.1→63140.8	+1.24	timeout
06-19 20:23	BTC	Buy	63085.2→62969.9	-1.41	timeout
06-18 15:57	BTC	Buy	63934.2→62350.7	-12.68	stop_loss
06-18 15:40	BTC	Buy	64236.2→62655.5	-12.49	stop_loss
06-18 15:38	BTC	Buy	64396.2→62808.4	-12.50	stop_loss
06-18 15:16	BTC	Buy	65057.3→63446.1	-12.49	stop_loss
06-18 14:52	BTC	Buy	65187.3→63584	-12.87	stop_loss
06-17 19:52	BTC	Buy	65571.3→64091.8	-11.73	timeout
06-17 16:38	BTC	Buy	65738.3→66014.7	+1.59	timeout
06-17 13:27	BTC	Buy	66099.3→64860.8	-9.84	timeout
06-17 08:39	BTC	Buy	66580.3→64934.3	-12.84	stop_loss
06-17 08:35	BTC	Buy	66725.3→65084.2	-12.78	stop_loss
06-16 18:21	BTC	Buy	66816.3→65972.7	-6.83	timeout
06-16 15:21	BTC	Buy	66669.3→65733.7	-7.54	timeout
06-16 12:10	BTC	Buy	66272.3→66525.7	+1.37	timeout
06-16 09:16	BTC	Buy	65685.3→66664.7	+7.01	timeout
06-16 08:10	BTC	Buy	65710.3→66430.7	+5.11	timeout
06-15 13:47	BTC	Buy	64319.2→66508.7	+16.58	timeout
06-15 12:44	BTC	Buy	64331.2→66417.7	+15.79	timeout
06-15 11:05	BTC	Buy	64452.2→65941.7	+11.11	timeout
06-15 08:08	BTC	Buy	64417.2→65672.7	+9.28	timeout
06-15 07:01	BTC	Buy	64256.2→65699.7	+10.77	timeout
06-14 11:08	BTC	Buy	63867.2→64470.8	+4.27	timeout
06-14 09:48	BTC	Buy	63769.2→64546.8	+5.60	timeout
06-14 08:41	BTC	Buy	63885.2→64448.8	+3.93	timeout
06-14 06:09	BTC	Buy	63570.2→64437.8	+6.39	timeout
06-14 01:52	BTC	Buy	63779.2→64598.8	+6.01	timeout
06-13 09:30	BTC	Buy	63758.2→63796.8	-0.24	timeout
06-13 08:27	BTC	Buy	63472.2→63779.8	+1.87	timeout
06-13 07:26	BTC	Buy	62996.1→63743.8	+5.47	timeout
06-13 05:22	BTC	Buy	63478.2→63548.8	+0.12	timeout
06-12 15:19	BTC	Buy	62601.1→64286.8	+12.93	timeout
06-12 09:19	BTC	Buy	62819.1→63545.8	+5.25	timeout
06-12 08:18	BTC	Buy	62798.1→63364.8	+3.94	timeout
06-12 06:50	BTC	Buy	62774.1→62952.9	+0.93	timeout
06-12 02:03	BTC	Buy	62183.1→63466.8	+9.77	timeout
06-11 14:51	BTC	Buy	61922.1→62904.9	+7.39	timeout
06-10 22:16	BTC	Buy	62622.1→61082.4	-12.75	stop_loss
06-10 19:00	BTC	Buy	61758.1→61849.9	+0.23	timeout
06-10 17:05	BTC	Buy	61627.1→62328.9	+5.19	timeout
06-10 16:02	BTC	Buy	61144.1→62487.9	+10.53	timeout
06-10 15:05	BTC	Buy	61402.1→62017.9	+4.52	timeout
06-10 14:15	BTC	Buy	62001.1→61964.9	-0.77	timeout
06-09 15:56	BTC	Buy	62550.1→61010.4	-12.77	stop_loss
06-09 15:56	BTC	Buy	62601.1→61061.4	-12.78	stop_loss
06-09 14:36	BTC	Buy	62900.1→61352.2	-12.76	stop_loss
06-09 14:21	BTC	Buy	63165.2→61612.1	-12.75	stop_loss
06-09 13:31	BTC	Buy	63462.2→62411.9	-8.72	timeout
06-09 12:25	BTC	Buy	62963.1→62714.9	-2.38	timeout
06-08 23:28	BTC	Buy	63189.2→63117.8	-1.04	timeout
06-08 22:27	BTC	Buy	63044.2→63319.8	+1.71	timeout
06-08 21:33	BTC	Buy	61769.1→63644.8	+14.70	timeout
06-08 11:51	BTC	Buy	62617.1→63459.8	+6.27	timeout
06-08 06:32	BTC	Buy	62025.1→63039.8	+7.72	timeout
06-07 19:58	BTC	Buy	60641→61279.9	+4.86	timeout
06-07 15:27	BTC	Buy	60647→61831.9	+9.31	timeout
06-07 12:16	BTC	Buy	61003.1→62127.9	+8.76	timeout

Paper vs Live

Paper (trades.jsonl)

150

closed

41%

win rate

-555.82

total pnl ($)

-73.9 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	150	41%	-73.9	-555.82

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…